Hypothetical capital of CCP
Reference date: September 1, 2026      
         
Currency RUB      
Units 1 000 000      
         
         
  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 0.29 18 663.62 161.83 25.26
C-factor 0.16% 142.97% 2.79% 1.27%
DFCM 2 880.00 2 254.00 1 210.00 990.00
DFCCP 2 600.00 10 800.00* 4 600.00 1 000.00
*including additional dedicated CCP capital in amount of 3,5 billion RUB